CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 29,611 COMMITMENTS 18,559 6,883 570 10,417 22,158 29,546 29,611 65 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -145) 584 -536 -250 -469 641 -135 -145 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 23.2 1.9 35.2 74.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 9 2 8 12 22 21 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,150 COMMITMENTS 17,700 28,364 850 15,600 4,936 34,150 34,150 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -785) -210 -825 -100 -475 140 -785 -785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 83.1 2.5 45.7 14.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 8 3 9 4 17 13 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,495 COMMITMENTS 5,990 19,135 1,720 17,765 4,600 25,475 25,455 20 40 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,050) 600 400 0 450 650 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 75.1 6.7 69.7 18.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 10 4 9 3 18 13 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,984 COMMITMENTS 3,333 985 280 19,371 21,719 22,984 22,984 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 4.3 1.2 84.3 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 2 1 10 6 17 9 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 45,943 COMMITMENTS 6,256 4,129 3,350 36,317 38,424 45,923 45,903 20 40 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -685) 0 -725 0 -685 40 -685 -685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 9.0 7.3 79.0 83.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 9 2 11 12 17 21 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 16,810 COMMITMENTS 6,975 8,260 400 9,425 8,150 16,800 16,810 10 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 700) 350 450 0 350 250 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 49.1 2.4 56.1 48.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 6 1 6 5 15 11 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 15,150 COMMITMENTS 8,025 6,320 170 6,935 8,660 15,130 15,150 20 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 41.7 1.1 45.8 57.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 1 8 8 16 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,885 COMMITMENTS 6,835 6,820 600 9,450 9,465 16,885 16,885 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 40.4 3.6 56.0 56.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 2 9 5 17 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,738,699 COMMITMENTS 1060763 102,125 568,454 3023871 4013823 4653088 4684402 85,611 54,297 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -160,739) -21,632 -5,105 -18,359 -118,895 -128,969 -158,886 -152,433 -1,853 -8,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 2.2 12.0 63.8 84.7 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 59 15 59 139 125 210 187 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,519 COMMITMENTS 57,464 58,969 8,590 105,255 105,898 171,309 173,457 2,210 62 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -75,247) -49,471 -26,231 -322 -22,628 -32,512 -72,421 -59,065 -2,826 -16,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 34.0 5.0 60.7 61.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 12 14 30 29 48 47 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,161 COMMITMENTS 19,625 0 1,528 202,235 234,736 223,388 236,264 18,773 5,897 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 11,849) 805 -710 -482 10,673 13,499 10,996 12,307 853 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.6 83.5 96.9 92.2 97.6 7.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 0 4 35 30 44 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,786 COMMITMENTS 2,447 1,980 1,310 115,121 115,243 118,878 118,533 5,908 6,253 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,392) 3 -1,017 -2,160 3,310 3,022 1,153 -155 239 1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.6 1.0 92.3 92.4 95.3 95.0 4.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 24 31 28 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,857 COMMITMENTS 4,312 3,238 1,906 158,385 165,082 164,603 170,226 16,254 10,631 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,090) -1,303 740 586 3,373 -983 2,656 343 1,434 3,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.8 1.1 87.6 91.3 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 3 3 29 36 33 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,965 COMMITMENTS 602 190 2,430 775,159 784,749 778,191 787,369 16,774 7,596 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -42,664) -2,026 -1,062 -2,467 -44,874 -42,899 -49,367 -46,428 6,703 3,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.3 97.5 98.7 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 1 2 51 33 54 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,949 COMMITMENTS 2,971 3,079 513 359,239 358,126 362,723 361,718 5,226 6,231 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 16,194) 454 -3,082 -460 16,288 18,888 16,282 15,346 -88 848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.1 97.6 97.3 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 2 1 41 48 45 50 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,101 COMMITMENTS 372 2,177 2,067 245,353 253,095 247,792 257,339 11,309 1,762 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -675) 155 -518 -518 -4,726 -43 -5,089 -1,079 4,414 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.8 0.8 94.7 97.7 95.6 99.3 4.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 4 43 45 48 49 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,311 COMMITMENTS 756 1,165 1,630 91,618 89,919 94,004 92,714 6,307 7,597 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -612) 756 -2,327 349 -3,777 -184 -2,672 -2,162 2,060 1,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.2 1.6 91.3 89.6 93.7 92.4 6.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 25 23 28 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,965 COMMITMENTS 0 13,066 1,999 104,517 96,450 106,516 111,515 7,449 2,450 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,752) 0 -1,778 354 -292 2,578 62 1,154 1,690 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 1.8 91.7 84.6 93.5 97.9 6.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 5 4 30 28 34 33 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,055 COMMITMENTS 0 660 0 20,106 20,727 20,106 21,387 1,949 668 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 381) 0 660 0 660 -31 660 629 -279 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 91.2 94.0 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 13 13 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,218 COMMITMENTS 776 4,168 656 100,251 100,101 101,683 104,925 9,535 6,293 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,028) 776 -1,070 -193 2,600 4,206 3,183 2,943 845 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.7 0.6 90.1 90.0 91.4 94.3 8.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 21 22 23 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 144,432 COMMITMENTS 0 0 0 138,087 136,157 138,087 136,157 6,345 8,275 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,843) 0 0 0 1,326 -835 1,326 -835 517 2,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 94.3 95.6 94.3 4.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 28 29 28 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,463 COMMITMENTS 0 0 0 57,115 57,376 57,115 57,376 5,348 5,087 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,024) 0 0 0 3,936 1,447 3,936 1,447 -1,912 577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.4 91.9 91.4 91.9 8.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 15 21 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,355 COMMITMENTS 1,990 0 0 11,298 15,346 13,288 15,346 3,067 1,009 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 279) 310 0 0 -750 279 -440 279 719 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 0.0 69.1 93.8 81.2 93.8 18.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 11 12 13 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 416,788 COMMITMENTS 4,295 5,165 2,795 400,178 393,533 407,268 401,493 9,520 15,295 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 5,850) -624 -1,165 -1,803 6,222 3,183 3,795 215 2,055 5,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.2 0.7 96.0 94.4 97.7 96.3 2.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 2 3 51 46 55 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,948 COMMITMENTS 1,152 3,437 1,109 67,416 67,603 69,677 72,149 8,271 5,799 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,485) 310 -436 255 2,100 2,164 2,665 1,983 -180 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.4 1.4 86.5 86.7 89.4 92.6 10.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 20 20 24 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,142 COMMITMENTS 210 0 0 15,237 16,446 15,447 16,446 2,695 1,696 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 604) 0 0 0 302 604 302 604 302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 84.0 90.7 85.1 90.7 14.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 12 12 12 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,230 COMMITMENTS 375 0 1,929 61,966 63,141 64,270 65,070 4,960 4,160 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,023) -2,654 -55 376 6,165 3,857 3,887 4,178 136 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 2.8 89.5 91.2 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 19 18 21 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,138 COMMITMENTS 11,470 3,503 0 79,799 84,026 91,269 87,529 7,869 11,609 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 31,435) 4,247 -6,076 0 20,585 27,355 24,832 21,279 6,603 10,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.5 0.0 80.5 84.8 92.1 88.3 7.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 5 0 30 30 33 35 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,128 COMMITMENTS 27,011 19,049 0 87,075 96,907 114,086 115,956 6,042 4,172 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 16,070) 5,022 1,304 0 5,928 11,547 10,950 12,851 5,120 3,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 15.9 0.0 72.5 80.7 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 7 11 0 36 39 43 50 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,940 COMMITMENTS 0 718 62 47,787 44,785 47,849 45,565 91 2,375 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 971) 0 -62 62 909 1,276 971 1,276 0 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 99.7 93.4 99.8 95.0 0.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 21 25 22 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 231,418 COMMITMENTS 0 406 975 225,247 219,322 226,222 220,703 5,196 10,715 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,642) 0 -149 35 5,167 5,715 5,202 5,601 -560 -959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.4 97.3 94.8 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 1 34 31 35 32 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 28,814 COMMITMENTS 0 1,081 0 26,990 24,967 26,990 26,048 1,824 2,766 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 829) 0 558 0 1,104 2,136 1,104 2,694 -275 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 93.7 86.6 93.7 90.4 6.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 16 19 17 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,179 COMMITMENTS 2,080 0 0 38,939 39,098 41,019 39,098 6,160 8,081 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 433) -152 0 0 850 -1,380 698 -1,380 -265 1,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 82.5 82.9 86.9 82.9 13.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 18 16 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,905 COMMITMENTS 0 2,949 2,705 78,475 75,363 81,180 81,017 6,725 6,888 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,084) -33 982 -315 1,032 -79 684 588 400 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 3.1 89.3 85.7 92.3 92.2 7.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 3 22 28 25 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,656 COMMITMENTS 8,650 0 745 108,278 117,961 117,673 118,706 5,983 4,950 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,251) -635 0 307 1,309 426 981 733 270 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.6 87.6 95.4 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 22 19 26 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,311 COMMITMENTS 1,054 0 0 91,790 94,024 92,844 94,024 5,467 4,287 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -52) 0 0 0 -486 -1,311 -486 -1,311 434 1,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 93.4 95.6 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 21 22 21 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,556 COMMITMENTS 1,012 1,341 0 106,582 110,412 107,594 111,753 5,962 1,803 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,401) -372 1,031 0 3,106 2,700 2,734 3,731 667 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.2 0.0 93.9 97.2 94.7 98.4 5.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 21 18 22 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,545 COMMITMENTS 595 2,589 2,132 111,968 113,287 114,695 118,008 14,850 11,537 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 14,076) -1,466 -180 864 11,944 12,071 11,342 12,755 2,734 1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.0 1.6 86.4 87.4 88.5 91.1 11.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 29 27 31 30 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 12,502 COMMITMENTS 0 2,604 0 12,201 9,221 12,201 11,825 301 677 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 -217 0 0 217 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.8 0.0 97.6 73.8 97.6 94.6 2.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 10 12 11 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,905 COMMITMENTS 4,898 0 0 34,674 41,662 39,572 41,662 2,333 243 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 720) 120 -279 0 600 999 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.0 82.7 99.4 94.4 99.4 5.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 0 18 19 22 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,338 COMMITMENTS 423 0 0 37,526 39,846 37,949 39,846 2,389 492 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -155) 0 0 0 -770 155 -770 155 615 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 93.0 98.8 94.1 98.8 5.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 13 19 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,497 COMMITMENTS 7,499 4,189 1,721 169,470 179,931 178,690 185,841 12,807 5,656 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,086) 152 -3,313 -431 -1,895 5,229 -2,174 1,485 4,260 601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.2 0.9 88.5 94.0 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 6 4 44 35 49 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 103,100 COMMITMENTS 3,388 188 240 91,296 95,889 94,924 96,317 8,176 6,783 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,023) 0 0 0 -1,697 -1,150 -1,697 -1,150 674 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.2 0.2 88.6 93.0 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 19 21 21 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 88,691 COMMITMENTS 0 0 0 82,214 84,748 82,214 84,748 6,477 3,943 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,646) 0 0 0 106 1,615 106 1,615 1,540 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.7 95.6 92.7 95.6 7.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 22 21 22 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 68,808 COMMITMENTS 0 269 31 60,408 61,482 60,439 61,782 8,369 7,026 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -124) 0 -244 0 -2,192 -124 -2,192 -368 2,068 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 87.8 89.4 87.8 89.8 12.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 21 17 22 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 124,932 COMMITMENTS 6,188 0 0 106,914 122,666 113,102 122,666 11,830 2,266 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,095) 101 0 0 -1,259 927 -1,158 927 2,253 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 85.6 98.2 90.5 98.2 9.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 26 19 28 19 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 131,538 COMMITMENTS 26,598 9,548 7,526 95,795 112,802 129,919 129,876 1,619 1,662 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 334) -541 13 -46 38 -473 -549 -506 883 840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 7.3 5.7 72.8 85.8 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 14 19 45 48 67 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 44,571 COMMITMENTS 3,765 0 2,304 38,502 42,267 44,571 44,571 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -1,504) 780 -497 4 -2,288 -1,011 -1,504 -1,504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 5.2 86.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 0 3 24 22 29 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 346,355 COMMITMENTS 6,992 18,424 0 339,363 327,931 346,355 346,355 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -18,239) 1,896 2,224 -320 -19,815 -20,143 -18,239 -18,239 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 5.3 0.0 98.0 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 0 20 18 22 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,586,506 COMMITMENTS 70,213 71,891 49,671 1441662 1444976 1561546 1566538 24,960 19,968 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 25,149) 17,198 -5,657 -3,909 -12,340 15,507 949 5,941 24,200 19,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 4.5 3.1 90.9 91.1 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 7 4 38 42 45 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,421 COMMITMENTS 2,766 8,418 4,123 65,532 59,880 72,421 72,421 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 6,844) -25 3,198 -180 7,075 3,852 6,870 6,870 -26 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 11.6 5.7 90.5 82.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 7 6 24 24 34 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 371,296 COMMITMENTS 1,280 8 320 369,696 370,968 371,296 371,296 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 67,093) 0 0 0 67,093 67,093 67,093 67,093 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 99.6 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 16 19 18 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 468,119 COMMITMENTS 5,761 728 8,632 453,726 458,375 468,119 467,735 0 384 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 15,179) 2,280 0 0 12,899 14,795 15,179 14,795 0 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 1.8 96.9 97.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 1 1 31 26 35 27 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,119 COMMITMENTS 794 246 210 31,294 32,159 32,298 32,615 821 504 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 275) -1 41 1 275 233 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.7 0.6 94.5 97.1 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 24 25 30 28 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,130 COMMITMENTS 140 0 0 54,187 54,880 54,327 54,880 803 250 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -420) 0 0 0 -900 -650 -900 -650 480 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.3 99.5 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 31 29 32 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,319 COMMITMENTS 40 25 0 75,882 76,845 75,922 76,870 1,397 449 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 105) 0 0 0 -951 -225 -951 -225 1,056 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 98.1 99.4 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 0 33 30 34 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,393 COMMITMENTS 200 1,075 0 26,563 26,198 26,763 27,273 630 120 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -55) 0 0 0 -55 -55 -55 -55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.9 0.0 97.0 95.6 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 19 17 20 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 303,544 COMMITMENTS 11,944 0 384 288,816 300,760 301,144 301,144 2,400 2,400 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,648) 0 0 0 2,648 2,648 2,648 2,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.1 95.1 99.1 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 21 27 22 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,277 COMMITMENTS 1,471 1,057 234 6,530 6,944 8,235 8,235 42 42 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -21) 0 0 0 -21 -21 -21 -21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 12.8 2.8 78.9 83.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 17 15 22 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,785 COMMITMENTS 3,150 0 0 5,515 8,485 8,665 8,485 120 300 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 0.0 0.0 62.8 96.6 98.6 96.6 1.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 11 16 15 16 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,615 COMMITMENTS 1,200 350 555 9,155 10,355 10,910 11,260 705 355 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 75) 25 -125 -25 -50 50 -50 -100 125 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.0 4.8 78.8 89.2 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 14 14 16 18 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,536 COMMITMENTS 300 1,475 0 36,646 35,941 36,946 37,416 590 120 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,583) 50 0 -50 1,583 1,633 1,583 1,583 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.9 0.0 97.6 95.8 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 0 22 24 24 27 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,131 COMMITMENTS 1,585 150 0 26,306 27,901 27,891 28,051 240 80 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 730) 0 0 0 730 730 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.5 0.0 93.5 99.2 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 25 23 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,696 COMMITMENTS 0 1,170 147 21,142 19,851 21,289 21,168 407 528 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 948) 0 0 0 927 1,032 927 1,032 21 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.7 97.4 91.5 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 4 1 25 23 26 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,619 COMMITMENTS 1,581 3,656 1,243 51,755 49,547 54,579 54,446 40 173 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 395) 40 113 -170 509 467 379 410 16 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.7 2.3 94.8 90.7 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 3 34 29 38 33 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,752 COMMITMENTS 2,375 14,433 509 68,797 56,762 71,681 71,704 71 48 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,428) 186 412 33 1,203 993 1,422 1,438 6 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 20.1 0.7 95.9 79.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 7 6 38 33 47 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,085 COMMITMENTS 665 0 0 46,445 48,055 47,110 48,055 975 30 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 470) 0 0 0 -485 440 -485 440 955 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 96.6 99.9 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 27 12 28 12 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,000 COMMITMENTS 1,165 0 0 51,745 54,000 52,910 54,000 1,090 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 415) 0 0 0 -655 415 -655 415 1,070 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 95.8 100.0 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 26 17 27 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 324,039 COMMITMENTS 54,354 15,921 3,895 265,790 304,223 324,039 324,039 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,968) 408 0 0 3,560 3,968 3,968 3,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 4.9 1.2 82.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 2 27 31 30 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,314 COMMITMENTS 4,194 2,172 1,369 20,689 22,688 26,252 26,229 62 85 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 278) 148 65 43 87 170 278 278 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 8.3 5.2 78.6 86.2 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 5 7 24 32 31 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 36,988 COMMITMENTS 4,115 127 128 32,745 36,733 36,988 36,988 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 155) 103 -52 26 26 181 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.3 0.3 88.5 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 3 15 15 21 20 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 298,166 COMMITMENTS 1,576 20,385 0 295,822 277,781 297,398 298,166 768 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,040) 0 0 0 7,272 8,040 7,272 8,040 768 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.8 0.0 99.2 93.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 22 16 23 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 20,309 COMMITMENTS 438 1,018 0 19,808 18,786 20,246 19,804 63 505 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 592) 104 0 0 488 550 592 550 0 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.0 0.0 97.5 92.5 99.7 97.5 0.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 18 18 21 19 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 9,862 COMMITMENTS 44 0 84 8,763 9,273 8,891 9,357 971 505 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) -21 0 21 -63 -126 -63 -105 63 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.9 88.9 94.0 90.2 94.9 9.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 11 16 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,657 COMMITMENTS 1,447 0 617 9,195 9,923 11,259 10,540 398 1,117 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 83) 0 0 0 -43 42 -43 42 126 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 5.3 78.9 85.1 96.6 90.4 3.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 2 18 17 22 19 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 130,087 COMMITMENTS 11,320 0 1,970 114,469 119,261 127,759 121,231 2,328 8,856 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 783) 1,224 0 -1,224 -1,161 -6,465 -1,161 -7,689 1,944 8,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 1.5 88.0 91.7 98.2 93.2 1.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 17 15 22 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,788 COMMITMENTS 540 1,935 319 16,468 14,838 17,327 17,092 461 696 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 506) 268 61 0 49 276 317 337 189 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.9 1.8 92.6 83.4 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 21 26 24 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 200,680 COMMITMENTS 768 9,318 408 198,736 190,186 199,912 199,912 768 768 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 10,225) 0 0 0 9,457 9,457 9,457 9,457 768 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.6 0.2 99.0 94.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 19 22 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,420 COMMITMENTS 0 325 200 11,145 10,480 11,345 11,005 75 415 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 955) 0 0 0 940 560 940 560 15 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 1.8 97.6 91.8 99.3 96.4 0.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 16 13 17 16 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 27,726 COMMITMENTS 3,283 465 1,530 22,913 25,731 27,726 27,726 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -652) 1,044 -149 306 -2,002 -809 -652 -652 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 1.7 5.5 82.6 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 17 17 19 19 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 239,737 COMMITMENTS 0 3,864 0 239,737 235,873 239,737 239,737 0 0 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -7,630) 0 -320 0 -7,630 -7,310 -7,630 -7,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 14 16 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,700 COMMITMENTS 400 1,880 0 9,540 8,800 9,940 10,680 760 20 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -200 0 -200 0 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 17.6 0.0 89.2 82.2 92.9 99.8 7.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,185 COMMITMENTS 205 1,880 155 10,165 9,120 10,525 11,155 660 30 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -200 0 -200 0 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 16.8 1.4 90.9 81.5 94.1 99.7 5.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 14 17 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 5,712 COMMITMENTS 2,016 168 0 3,570 5,439 5,586 5,607 126 105 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 0) -84 0 0 -42 -105 -126 -105 126 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 2.9 0.0 62.5 95.2 97.8 98.2 2.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 0 10 7 15 8 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,380 COMMITMENTS 0 0 0 15,920 16,300 15,920 16,300 460 80 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70) 0 0 0 -115 10 -115 10 185 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 99.5 97.2 99.5 2.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 13 16 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,111 COMMITMENTS 500 0 50 19,036 19,711 19,586 19,761 525 350 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70) 0 0 0 -335 -280 -335 -280 405 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.2 94.7 98.0 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 18 18 21 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,302 COMMITMENTS 400 0 50 13,150 13,852 13,600 13,902 702 400 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 70) 0 0 0 -365 -330 -365 -330 435 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.3 91.9 96.9 95.1 97.2 4.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 16 18 19 19 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,855 COMMITMENTS 0 475 0 20,290 20,210 20,290 20,685 565 170 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,050) 0 0 0 885 1,050 885 1,050 165 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 97.3 96.9 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 15 15 15 17 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,595 COMMITMENTS 0 75 0 14,035 14,335 14,035 14,410 560 185 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 96.2 98.2 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 12 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,125 COMMITMENTS 0 555 100 17,565 17,255 17,665 17,910 460 215 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 10) 0 0 0 -185 -190 -185 -190 195 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.6 96.9 95.2 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 15 11 17 15 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,347 COMMITMENTS 460 340 115 18,307 18,677 18,882 19,132 465 215 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 65) 0 0 0 -125 -135 -125 -135 190 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.8 0.6 94.6 96.5 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 15 10 17 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 106,439 COMMITMENTS 3,815 1,515 345 101,869 103,554 106,029 105,414 410 1,025 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 720) 0 20 0 325 -190 325 -170 395 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.4 0.3 95.7 97.3 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 3 3 36 36 43 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,789 COMMITMENTS 3,430 4,007 1,833 120,961 119,654 126,224 125,494 565 1,295 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 4,720) 0 -395 340 3,830 3,630 4,170 3,575 550 1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.2 1.4 95.4 94.4 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 8 7 46 40 54 49 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 185,754 COMMITMENTS 10,326 19,219 11,300 162,975 152,791 184,601 183,310 1,153 2,444 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,572) 456 450 -11 200 -1,121 645 -682 927 2,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 10.3 6.1 87.7 82.3 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 8 14 13 44 47 61 65 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 128,171 COMMITMENTS 7,457 4,263 2,833 116,928 119,060 127,218 126,156 953 2,015 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -881) 0 -25 50 -1,496 -2,586 -1,446 -2,561 565 1,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.3 2.2 91.2 92.9 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 6 4 40 33 45 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,375 COMMITMENTS 1,580 1,025 110 35,190 35,855 36,880 36,990 495 385 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 275) 145 0 0 -355 -110 -210 -110 485 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.7 0.3 94.2 95.9 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 24 15 26 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,195 COMMITMENTS 755 220 105 31,835 32,510 32,695 32,835 500 360 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -130) 20 0 0 -650 -490 -630 -490 500 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.7 0.3 95.9 97.9 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 23 14 25 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 35,700 COMMITMENTS 1,200 0 250 33,836 35,360 35,286 35,610 414 90 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 195 210 195 210 30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.7 94.8 99.0 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 30 28 32 29 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 18,866 COMMITMENTS 825 0 0 18,041 18,746 18,866 18,746 0 120 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 870) 0 0 0 870 870 870 870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 95.6 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 21 19 23 19 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,046 COMMITMENTS 2,651 1,969 721 23,456 24,072 26,828 26,762 218 284 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 42) 65 0 -5 -69 -237 -9 -242 51 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.3 2.7 86.7 89.0 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 2 27 26 33 29 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,828 COMMITMENTS 2,191 0 89 19,389 21,144 21,669 21,233 159 595 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -6) 10 0 0 44 -281 54 -281 -60 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.4 88.8 96.9 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 22 24 25 26 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,960 COMMITMENTS 1,925 4,459 1,110 35,236 32,754 38,271 38,323 689 637 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,717) 80 346 -20 1,266 766 1,326 1,092 391 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 11.4 2.8 90.4 84.1 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 4 29 28 34 33 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,014 COMMITMENTS 160 235 30 23,917 24,692 24,107 24,957 907 57 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,492) 0 200 0 1,027 1,235 1,027 1,435 465 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.9 0.1 95.6 98.7 96.4 99.8 3.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 26 21 27 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,951 COMMITMENTS 0 2,285 231 25,497 23,247 25,728 25,763 223 188 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 560) 0 0 -25 505 397 480 372 80 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.9 98.3 89.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 24 16 25 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,309 COMMITMENTS 129 200 0 14,624 14,732 14,753 14,932 556 377 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -290) 0 0 0 -470 -455 -470 -455 180 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.3 0.0 95.5 96.2 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 20 16 21 18 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,993 COMMITMENTS 100 500 0 37,324 37,058 37,424 37,558 569 435 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 895) 0 0 0 660 515 660 515 235 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.0 98.2 97.5 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 32 28 33 30 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 17,506 COMMITMENTS 516 150 6 16,544 17,035 17,066 17,191 440 315 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 530) 20 0 0 510 352 530 352 0 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.9 0.0 94.5 97.3 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 22 19 23 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,799 COMMITMENTS 1,021 0 18 13,660 14,454 14,699 14,472 100 327 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 525) 20 0 0 425 227 445 227 80 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.1 92.3 97.7 99.3 97.8 0.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 22 19 23 20
Updated October 7, 2016